Post date: 2023-05-26 16:46:34 GMT
This chart shows distribution of HFT flows for VXX: % HFT buyers in green and % HFT sellers in red. The proportions of the HFT flows are estimated as a % of the total volume traded in VXX on 05/25/2023. As the chart shows, there is more mass on the buyers side of HFT flows than on the sellers side. The history of HFT flows and their relative proportion over time also matters. The 20-day trendline shows the slope of 2.42%. This implies that the trend has been neutral.